Is IdentityDataConsolidator available in Python version of QuantConnect?
Trying to use it gives me an error.
During the algorithm initialization, the following exception has occurred: TypeError : cannot instantiate an open generic type
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Hi Ju Joh,
IdentityDataConsolidator<T> takes a data type in its construction because it is a generic type. You can use BaseData as the type for your consolidator because most data in Lean, like TradeBars and QuoteBars, are BaseData types.
In python, we can declare our consolidator like this
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self.consolidator = IdentityDataConsolidator[BaseData]()
Gotcha. Thank you!
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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